High-Dimensional Edgeworth Expansion of LR Statistic for Testing Circular Symmetric Covariance Structure and Its Error Bound (Q2920011)

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scientific article; zbMATH DE number 6097992
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High-Dimensional Edgeworth Expansion of LR Statistic for Testing Circular Symmetric Covariance Structure and Its Error Bound
scientific article; zbMATH DE number 6097992

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    High-Dimensional Edgeworth Expansion of LR Statistic for Testing Circular Symmetric Covariance Structure and Its Error Bound (English)
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    23 October 2012
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    asymptotic expansions
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    error bound
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    high-dimensional approximation
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    likelihood ratio statistic
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